+1,076.2%
IRM vs SSNC
+1,082.2%
-6.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | -0.5% | +0.6% | -1.1% | -0.7% |
| 30D | -8.1% | +6.0% | -14.1% | -9.9% |
| 3M | -9.7% | +21.0% | -30.6% | -15.6% |
| 6M | +10.0% | +12.1% | -2.1% | +5.1% |
| YTD | +43.0% | -3.2% | +46.2% | +42.8% |
| 1Y | +32.7% | -4.4% | +37.0% | +32.9% |
| 3Y | +102.7% | +51.6% | +51.1% | +73.6% |
| 5Y | +187.6% | +21.1% | +166.5% | +161.6% |
| 10Y | +420.1% | +177.7% | +242.4% | +258.3% |
| All | +1,076.2% | +1,082.2% | -6.0% | +431.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling